Anderson took one touch too many in Rushden's box allowing the defence to clear up to Paul Kitson and ultimately Onandi Lowe.
Speaking to the Grimsby Telegraph, Anderson held his hands up.
"It was a good first half, but we threw it away in the second," he told the paper. "The second goal, I gave it away in the opposition box, they fired it out and scored, so I have got to take a bit of blame for that. I should have had it under better control really. But these things happen, only they don't always go up the other end and score a goal.
"It is a bad result for us, like Brighton all over again, but there is still a long way to go in the season and we're not far off the play-offs. We had a good few chances and hopefully in the next couple of games we'll start taking them."
Speaking of his goal, the 26-year-old added that teams may soon wisen up to his and Stuart Campbell's corner routine which has already brought two goals this season.
"We have a good few set pieces and it was good for it to come off," he said. "A few teams may start to click on now so we'll have to come up with some more."